Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA INC NOTE 2.375 PERCENT 3/1	64,370,000	$213M	7.7%	$1.71	—	CNV	88160RAD3
—	WELLS FARGO CO NEW PERP PFD CNV A	92,841	$120M	4.3%	$1248.51	—	CVP	949746804
—	FORTIVE CORP 5 PERCENT PFD CNV SER A DELETED	137,178	$119M	4.3%	$902.86	—	CVP	34959J207
—	BK OF AMERICA CORP 7.25 PERCENTCNV PFD L	71,651	$96.17M	3.5%	$1330.31	—	CVP	060505682
—	DTE ENERGY CO UNIT 11/01/2022S	2,258,536	$95.82M	3.4%	$51.35	—	CVP	233331842
—	TWITTER INC NOTE 1.000 PERCENT 9/1	92,061,000	$90.08M	3.2%	$0.95	—	CNV	90184LAD4
—	NEXTERA ENERGY INC UNIT 99/99/9999	1,981,072	$83.69M	3.0%	$43.96	—	CVP	65339F770
—	NUANCE COMMUNICATIONS INC DBCV 1.000 PERCENT12/1	55,624,000	$65.62M	2.4%	$0.92	—	CNV	67020YAK6
—	INTERNATIONAL FLAVORS&FRAGRA UNIT 09/15/2021	1,415,001	$63.12M	2.3%	$49.55	—	CVP	459506309
—	OSI SYSTEMS INC NOTE 1.250 PERCENT 9/0	65,841,000	$63M	2.3%	$0.98	—	CNV	671044AD7
—	SYNAPTICS INC NOTE 0.500 PERCENT 6/1	56,578,000	$60.29M	2.2%	$1.01	—	CNV	87157DAD1
—	SOUTHERN CO UNIT 08/01/2022	1,350,214	$59.49M	2.1%	$51.77	—	CVP	842587602
—	PURE STORAGE INC NOTE 0.125 PERCENT 4/1	60,042,000	$58.88M	2.1%	$0.94	—	CNV	74624MAB8
—	SEMPRA ENERGY 6 PERCENT PFD CONV A	589,400	$57.62M	2.1%	$97.46	—	CVP	816851406
—	SOUTH JERSEY INDS INC UNIT 99/99/9999	1,271,967	$52.49M	1.9%	$47.10	—	CVP	838518116
—	FTI CONSULTING INC NOTE 2.000 PERCENT 8/1	41,038,000	$51.87M	1.9%	$1.22	—	CNV	302941AP4
—	NEW RELIC INC NOTE 0.500 PERCENT 5/0	52,781,000	$51M	1.8%	$0.94	—	CNV	64829BAB6
—	VISHAY INTERTECHNOLOGY INC NOTE 2.250 PERCENT 6/1	52,875,000	$49.31M	1.8%	$0.93	—	CNV	928298AP3
—	SUPERNUS PHARMACEUTICALS INC NOTE 0.625 PERCENT 4/0	50,324,000	$44.29M	1.6%	$0.88	—	CNV	868459AD0
—	EXACT SCIENCES CORP NOTE 0.375 PERCENT 3/0	45,275,000	$43.27M	1.6%	$0.78	—	CNV	30063PAC9
—	PORTFOLIO RECOVERY ASSOCS IN NOTE 3.000 PERCENT 8/0	43,542,000	$43.23M	1.6%	$0.99	—	CNV	73640QAB1
—	CENTERPOINT ENERGY INC DEP RP PFD CV B	1,187,773	$42.38M	1.5%	$49.48	—	CVP	15189T503
—	AMERICAN AIRLS GROUP INC NOTE 6.500 PERCENT 7/0 ADDED	42,225,000	$39.7M	1.4%	$0.94	—	CNV	02376RAF9
—	NRG ENERGY INC DBCV 2.750 PERCENT 6/0	38,852,000	$39.28M	1.4%	$1.06	—	CNV	629377CG5
—	INNOVIVA INC NOTE 2.500 PERCENT 8/1	36,859,000	$38.77M	1.4%	$1.14	—	CNV	45781MAB7
—	GUIDEWIRE SOFTWARE INC NOTE 1.250 PERCENT 3/1	33,145,000	$38.55M	1.4%	$1.01	—	CNV	40171VAA8
—	KBR INC NOTE 2.500 PERCENT11/0	34,300,000	$38.53M	1.4%	$1.06	—	CNV	48242WAB2
—	SPLUNK INC NOTE 1.125 PERCENT 9/1	25,912,000	$38.07M	1.4%	$1.09	—	CNV	848637AD6
—	BOSTON SCIENTIFIC CORP 5.50 PERCENT CNV PFD A ADDED	355,500	$37.27M	1.3%	$104.83	—	CVP	101137206
—	EZCORP INC NOTE 2.875 PERCENT 7/0	40,456,000	$37.21M	1.3%	$1.24	—	CNV	302301AF3
—	RAMBUS INC DEL NOTE 1.375 PERCENT 2/0	34,800,000	$36.23M	1.3%	$0.92	—	CNV	750917AG1
—	FIREEYE INC NOTE 0.875 PERCENT 6/0	38,975,000	$35.25M	1.3%	$0.95	—	CNV	31816QAF8
—	KNOWLES CORP NOTE 3.250 PERCENT11/0	32,906,000	$34.92M	1.3%	$1.13	—	CNV	49926DAB5
—	ESSENTIAL UTILS INC UNIT 04/30/2022	608,706	$34.2M	1.2%	$54.36	—	CVP	29670G201
—	DANAHER CORPORATION 4.75 MND CV PFD	26,157	$32.72M	1.2%	$1042.58	—	CVP	235851300
—	JAZZ INVESTMENTS I LTD NOTE 1.500 PERCENT 8/1	34,700,000	$31.73M	1.1%	$0.95	—	CNV	472145AD3
—	LUMENTUM HLDGS INC NOTE 0.250 PERCENT 3/1	21,500,000	$31.34M	1.1%	$1.39	—	CNV	55024UAB5
—	MARRIOTT VACTINS WORLDWID CO NOTE 1.500 PERCENT 9/1	31,832,000	$29.31M	1.1%	$0.86	—	CNV	57164YAB3
—	FORTIVE CORP NOTE 0.875 PERCENT 2/1	29,309,000	$28.79M	1.0%	$0.93	—	CNV	34959JAK4
—	HERBALIFE LTD NOTE 2.625 PERCENT 3/1	28,368,000	$27.94M	1.0%	$0.80	—	CNV	42703MAD5
—	KAMAN CORP NOTE 3.250 PERCENT 5/0	28,086,000	$26.64M	1.0%	$1.07	—	CNV	483548AF0
—	NEXTERA ENERGY INC UNIT 09/01/2022S	538,540	$26.23M	0.9%	$50.42	—	CVP	65339F796
—	SPIRIT AIRLS INC NOTE 4.750 PERCENT 5/1 ADDED	17,350,000	$26.06M	0.9%	$1.50	—	CNV	848577AA0
—	CSG SYS INTL INC NOTE 4.250 PERCENT 3/1	25,601,000	$26.02M	0.9%	$1.05	—	CNV	126349AF6
—	REPLIGEN CORP NOTE 0.375 PERCENT 7/1	19,075,000	$23.9M	0.9%	$1.06	—	CNV	759916AB5
—	DOMINION ENERGY INC UNIT 99/99/9999	234,858	$23.89M	0.9%	$99.37	—	CVP	25746U133
—	GUESS INC NOTE 2.000 PERCENT 4/1 ADDED	30,816,000	$20.53M	0.7%	$0.67	—	CNV	401617AD7
—	ZILLOW GROUP INC NOTE 2.750 PERCENT 5/1 ADDED	16,675,000	$19.39M	0.7%	$1.16	—	CNV	98954MAH4
—	HCI GROUP INC NOTE 4.250 PERCENT 3/0	19,025,000	$18.81M	0.7%	$1.00	—	CNV	40416EAD5
—	VIAVI SOLUTIONS INC NOTE 1.000 PERCENT 3/0	16,250,000	$18.68M	0.7%	$1.07	—	CNV	925550AB1
—	CHENIERE ENERGY INC NOTE 4.250 PERCENT 3/1	29,300,000	$18.53M	0.7%	$0.67	—	CNV	16411RAG4
—	TEAM INC NOTE 5.000 PERCENT 8/0	26,494,000	$18.24M	0.7%	$1.22	—	CNV	878155AE0
—	REALPAGE INC NOTE 1.500 PERCENT 5/1 ADDED	16,773,000	$18.04M	0.6%	$1.08	—	CNV	75606NAC3
—	TWITTER INC NOTE 0.250 PERCENT 6/1	18,973,000	$17.87M	0.6%	$0.95	—	CNV	90184LAF9
—	ENVESTNET INC NOTE 1.750 PERCENT 6/0	13,000,000	$15.99M	0.6%	$1.09	—	CNV	29404KAB2
—	COWEN INC NOTE 3.000 PERCENT12/1	13,825,000	$15.03M	0.5%	$1.06	—	CNV	223622AE1
—	VIAVI SOLUTIONS INC NOTE 1.750 PERCENT 6/0	12,997,000	$14.48M	0.5%	$1.10	—	CNV	925550AE5
—	GAIN CAP HLDGS INC NOTE 5.000 PERCENT 8/1	13,656,000	$13.55M	0.5%	$0.95	—	CNV	36268WAF7
—	INFINERA CORP NOTE 2.125 PERCENT 9/0	14,575,000	$12.4M	0.4%	$0.89	—	CNV	45667GAC7
AEP	AMERICAN ELEC PWR CO INC COM	147,379	$11.74M	0.4%	$66.63	0.0%	STO	025537101
—	LIGAND PHARMACEUTICALS INC NOTE 0.750 PERCENT 5/1	11,600,000	$10.17M	0.4%	$0.86	—	CNV	53220KAF5
—	NUTANIX INC NOTE 1/1	11,050,000	$9.784M	0.4%	$0.93	—	CNV	67059NAB4
—	EPR PPTYS PFD C CNV 5.75 PERCENT	522,263	$9.51M	0.3%	$22.13	—	CVP	26884U208
—	EPR PPTYS CONV PFD 9 PERCENT SR E DELETED	336,547	$8.315M	0.3%	$36.32	—	CVP	26884U307
—	ENCORE CAP EUROPE FIN LTD NOTE 4.500 PERCENT 9/0	8,575,000	$8.265M	0.3%	$0.99	—	CNV	29260UAA5
—	TILRAY INC NOTE 5.000 PERCENT10/0	18,644,000	$8.008M	0.3%	$0.47	—	CNV	88688TAB6
—	ASSURANT INC 6.50 PERCENT CONV PFD D	75,000	$7.866M	0.3%	$105.16	—	CVP	04621X207
—	SILICON LABORATORIES INC NOTE 1.375 PERCENT 3/0	6,295,000	$7.582M	0.3%	$1.16	—	CNV	826919AB8
—	RETROPHIN INC NOTE 2.500 PERCENT 9/1	8,275,000	$6.825M	0.2%	$0.97	—	CNV	761299AB2
—	ON SEMICONDUCTOR CORP NOTE 1.000 PERCENT12/0	5,775,000	$6.713M	0.2%	$1.28	—	CNV	682189AK1
—	II-VI INC NOTE 0.250 PERCENT 9/0	5,600,000	$6.638M	0.2%	$0.99	—	CNV	902104AB4
—	WESTERN DIGITAL CORP. NOTE 1.500 PERCENT 2/0	6,675,000	$6.275M	0.2%	$0.94	—	CNV	958102AP0
—	ZYNGA INC NOTE 0.250 PERCENT 6/0 ADDED	4,800,000	$6.203M	0.2%	$1.29	—	CNV	98986TAB4
—	MERITOR INC NOTE 3.250 PERCENT10/1	6,025,000	$6.002M	0.2%	$0.93	—	CNV	59001KAF7
—	VERINT SYS INC NOTE 1.500 PERCENT 6/0	4,825,000	$4.765M	0.2%	$1.06	—	CNV	92343XAA8
—	ALTAIR ENGR INC NOTE 0.250 PERCENT 6/0	4,500,000	$4.728M	0.2%	$0.99	—	CNV	021369AA1
—	GREENBRIER COS INC NOTE 2.875 PERCENT 2/0	5,694,000	$4.686M	0.2%	$0.97	—	CNV	393657AK7
—	ZILLOW GROUP INC NOTE 1.500 PERCENT 7/0	4,360,000	$4.53M	0.2%	$0.91	—	CNV	98954MAC5
—	XERIS PHARMACEUTICALS INC NOTE 5.000 PERCENT 7/1 ADDED	4,250,000	$4.188M	0.2%	$0.99	—	CNV	98422LAA5
—	PALO ALTO NETWORKS INC NOTE 0.750 PERCENT 7/0	3,875,000	$4.142M	0.1%	$1.07	—	CNV	697435AD7
—	SPIRIT RLTY CAP INC NEW NOTE 3.750 PERCENT 5/1	2,450,000	$2.427M	0.1%	$0.99	—	CNV	84860WAB8
—	LIVE NATION ENTERTAINMENT IN NOTE 2.500 PERCENT 3/1	2,375,000	$2.409M	0.1%	$1.10	—	CNV	538034AQ2
—	PRA GROUP INC NOTE 3.500 PERCENT 6/0	1,441,000	$1.476M	0.1%	$1.04	—	CNV	69354NAB2
—	ILLUMINA INC NOTE 8/1	1,200,000	$1.303M	0.0%	$1.09	—	CNV	452327AK5
—	JAZZ INVESTMENTS I LTD NOTE 1.875 PERCENT 8/1	1,025,000	$997K	0.0%	$1.04	—	CNV	472145AB7
—	ON SEMICONDUCTOR CORP NOTE 1.625 PERCENT10/1	775,000	$940K	0.0%	$1.28	—	CNV	682189AP0
—	BIOMARIN PHARMACEUTICAL INC NOTE 1.500 PERCENT10/1	650,000	$854K	0.0%	$1.12	—	CNV	09061GAF8
—	AKAMAI TECHNOLOGIES INC NOTE 0.125 PERCENT 5/0	660,000	$822K	0.0%	$1.11	—	CNV	00971TAJ0
—	NATIONAL HEALTH INVS INC NOTE 3.250 PERCENT 4/0	285,000	$279K	0.0%	$1.11	—	CNV	63633DAE4